对变量进行 水平 检验结果
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 1
and Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -2.40384 0.0081 29 308
Breitung t-stat 9.03196 1.0000 29 279
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat 1.39189 0.9180 29 308
ADF - Fisher Chi-square 51.8228 0.7029 29 308
PP - Fisher Chi-square 50.3341 0.7527 29 319
一阶后
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* 4.26697 1.0000 29 275
Breitung t-stat 11.9829 1.0000 29 246
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.58103 0.0569 29 275
ADF - Fisher Chi-square 109.703 0.0000 29 275
PP - Fisher Chi-square 88.0975 0.0066 29 290
这个结果怎样看?序列是不是平稳的?